The Lead Lag Relationship between Spot and Futures Markets in The Energy Sector
<p>This paper investigates the lead-lag relationship between spot and futures markets of the most representative energy sources under three different scenarios using the Vector Error Correction Model. Additionally, a ratio of speed of adjustment was built in order to establish the market contr...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2017-09-01
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| Series: | International Journal of Energy Economics and Policy |
| Online Access: | https://www.econjournals.com/index.php/ijeep/article/view/5109 |